CME Pit-Traded Corn Future March 2012
Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
748-0 |
748-0 |
0-0 |
0.0% |
735-0 |
High |
748-0 |
755-2 |
7-2 |
1.0% |
745-0 |
Low |
743-2 |
748-0 |
4-6 |
0.6% |
723-2 |
Close |
747-0 |
755-0 |
8-0 |
1.1% |
738-0 |
Range |
4-6 |
7-2 |
2-4 |
52.6% |
21-6 |
ATR |
14-6 |
14-3 |
-0-4 |
-3.2% |
0-0 |
Volume |
13,971 |
14,984 |
1,013 |
7.3% |
108,965 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
774-4 |
772-0 |
759-0 |
|
R3 |
767-2 |
764-6 |
757-0 |
|
R2 |
760-0 |
760-0 |
756-3 |
|
R1 |
757-4 |
757-4 |
755-5 |
758-6 |
PP |
752-6 |
752-6 |
752-6 |
753-3 |
S1 |
750-2 |
750-2 |
754-3 |
751-4 |
S2 |
745-4 |
745-4 |
753-5 |
|
S3 |
738-2 |
743-0 |
753-0 |
|
S4 |
731-0 |
735-6 |
751-0 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-5 |
791-1 |
750-0 |
|
R3 |
778-7 |
769-3 |
744-0 |
|
R2 |
757-1 |
757-1 |
742-0 |
|
R1 |
747-5 |
747-5 |
740-0 |
752-3 |
PP |
735-3 |
735-3 |
735-3 |
737-6 |
S1 |
725-7 |
725-7 |
736-0 |
730-5 |
S2 |
713-5 |
713-5 |
734-0 |
|
S3 |
691-7 |
704-1 |
732-0 |
|
S4 |
670-1 |
682-3 |
726-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
755-2 |
723-2 |
32-0 |
4.2% |
6-0 |
0.8% |
99% |
True |
False |
18,862 |
10 |
755-2 |
700-0 |
55-2 |
7.3% |
7-0 |
0.9% |
100% |
True |
False |
23,758 |
20 |
755-2 |
679-0 |
76-2 |
10.1% |
9-7 |
1.3% |
100% |
True |
False |
22,166 |
40 |
755-2 |
594-0 |
161-2 |
21.4% |
10-7 |
1.4% |
100% |
True |
False |
19,319 |
60 |
755-2 |
594-0 |
161-2 |
21.4% |
11-6 |
1.6% |
100% |
True |
False |
16,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
786-0 |
2.618 |
774-2 |
1.618 |
767-0 |
1.000 |
762-4 |
0.618 |
759-6 |
HIGH |
755-2 |
0.618 |
752-4 |
0.500 |
751-5 |
0.382 |
750-6 |
LOW |
748-0 |
0.618 |
743-4 |
1.000 |
740-6 |
1.618 |
736-2 |
2.618 |
729-0 |
4.250 |
717-2 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
753-7 |
751-3 |
PP |
752-6 |
747-5 |
S1 |
751-5 |
744-0 |
|